Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,37% | 6,72 CHF | 6,75 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 67 021 CHF | 67 271 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 6,69 CHF | 6,71 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 991 CHF | 66 232 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 6,32 CHF | 6,34 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 62 639 CHF | 62 871 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 6,16 CHF | 6,19 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 62 297 CHF | 62 539 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 6,69 CHF | 6,71 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 904 CHF | 66 129 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 6,47 CHF | 6,49 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 65 191 CHF | 65 431 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 6,97 CHF | 7,00 CHF | 9 000 | 9 000 | 9 000 | 9 000 | 63 993 CHF | 64 216 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 7,44 CHF | 7,46 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 74 858 CHF | 75 101 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 7,05 CHF | 7,08 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 71 262 CHF | 71 505 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 7,09 CHF | 7,12 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 72 279 CHF | 72 524 CHF | 100,00% | 100,00% |